Hi, I am trying to estimate a model using bayesian methods, but even though I can generate the IRFs and the equations are consistent with the steady state I have provided in the .mod file, when I proceed to the estimation the following error happens:

The steadystate file did not compute the steady state

Could you please help me spot my mistake?

P.S.: the data in the dsge.xlsx file was (pseudo-)randomly generated and does not correspond to real data. I just want to adjust the dynare-estimation script before preparing the real data.

Another question for the same model, but regarding the stochastic simulations.

The following command (which is working perfectly) will, as far as I can tell, provide the path for the endogenous variables given pseudo-random realizations of the exgenous shocks of the model. Is it possible to exchange the pseudo-random draws by dynare for observed data so I can have a stochastic simulation for the endogenous variables that I can compare with observed data?

stoch_simul(ar=1, order=1, irf=0, periods = 300) Y mu;

Yes, my choice of expression was poor. I meant a series of estimated shocks (from a SVAR, for instance, of other sources, it does not matter). I want a series of shocks for a given exogenous variable and see how the system evolves.